To explain my statement, let me explain what an open differential is. Imagine an axle sitting on the ground with no driveshaft or tires attached to it. If you twist the driveshaft yoke while holding one hub still, the other hub will spin. If you hold the driveshaft yoke still while spinning one hub, the other hub will spin in the opposite direction. If any one input or output is spinning, another input or output must also spin, but the third input or output can stay perfectly still. In your transfer case you have an input shaft coming from the transmission, an output shaft going to the rear driveshaft, and an output going to the front driveshaft. If you spin the input shaft and hold one output still, the other output must spin. If you hold the input shaft still, like when the transmission is in park, then the rear wheels can only spin forward if the front wheels spin backwards. So if you put the transmission in gear and apply engine torque to make the transmission output shaft spin, then the input shaft of the transfer case will spin, and one of the output shafts must also spin but the other output shaft has the option of sitting still. When your front wheels are no longer connected to the front driveshaft because of the front axle disconnect, the front driveshaft spins effortlessly while the rear driveshaft can only spin if the car moves forward. Your car won't move anywhere because the engine torque took the path of least resistance. In the same way your car will not move in 2wd if one rear tire is up in the air. The tire on the ground takes effort to spin, so it stays still while the other tire spins with the rear driveshaft. It does not damage anything if the front disconnects when you don't want it to, but the car might not move anymore.
In low range or with a "command-trac" transfer case, the differential is closed or locked. That means that if the rear driveshaft spins, the front driveshaft must also spin. It also means that if the input shaft spins, both outputs must spin together too. It wouldn't matter if the front driveshaft was removed or disconnected from the front wheels with a closed differential.